+768.2%
PCAR vs SPXU
-100.0%
+868.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.0% | +10.7% | +1.2% |
| 7D | +2.9% | -1.5% | +4.4% | +2.9% |
| 30D | -2.1% | +9.7% | -11.8% | +1.7% |
| 3M | -20.4% | +8.4% | -28.8% | -17.4% |
| 6M | -7.0% | -5.7% | -1.2% | -7.3% |
| YTD | -2.6% | -25.4% | +22.8% | -9.4% |
| 1Y | +9.8% | -28.9% | +38.7% | +0.8% |
| 3Y | +37.3% | -81.2% | +118.4% | -13.6% |
| 5Y | +116.4% | -83.3% | +199.7% | +51.6% |
| 10Y | +293.0% | -99.5% | +392.4% | -3.0% |
| All | +768.2% | -100.0% | +868.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling